+90.9%
LYV vs EQH
+102.2%
-11.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -1.9% | +0.7% | -2.6% | -2.3% |
| 30D | -8.2% | +2.8% | -11.0% | -9.6% |
| 3M | -1.3% | +23.1% | -24.4% | -11.2% |
| 6M | +2.6% | +41.4% | -38.8% | -14.7% |
| YTD | +19.4% | +14.3% | +5.1% | +9.9% |
| 1Y | -2.2% | +1.6% | -3.8% | -4.5% |
| 3Y | +106.0% | +102.7% | +3.3% | +34.8% |
| All | +90.9% | +102.2% | -11.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling